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Test d'hétéroscédasticité quand les covariables sont fonctionnelles.

Authors :
Henien, Aicha
Ait-Hennani, Larbi
Demongeot, Jacques
Laksaci, Ali
Rachdi, Mustapha
Source :
Comptes Rendus. Mathématique. May2018, Vol. 356 Issue 5, p571-574. 4p.
Publication Year :
2018

Abstract

We present in this paper a consistent nonparametric test for heteroscedasticity when data are of functional kind. The latter is constructed by evaluating the difference between the conditional and unconditional variances. We show the asymptotic normality of the statistical test under the null hypothesis. In addition, we prove that this test is consistent against all deviations from homoscedasticity condition. [ABSTRACT FROM AUTHOR]

Details

Language :
French
ISSN :
1631073X
Volume :
356
Issue :
5
Database :
Academic Search Index
Journal :
Comptes Rendus. Mathématique
Publication Type :
Academic Journal
Accession number :
129295369
Full Text :
https://doi.org/10.1016/j.crma.2018.02.010